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research article

Distributed Optimization with Arbitrary Local Solvers

Ma, Chenxin
•
Konecný, Jakub
•
Jaggi, Martin
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2017
Journal of Optimization Methods and Software

With the growth of data and necessity for distributed optimization methods, solvers that work well on a single machine must be re-designed to leverage distributed computation. Recent work in this area has been limited by focusing heavily on developing highly specific methods for the distributed environment. These special-purpose methods are often unable to fully leverage the competitive performance of their well-tuned and customized single machine counterparts. Further, they are unable to easily integrate improvements that continue to be made to single machine methods. To this end, we present a framework for distributed optimization that both allows the flexibility of arbitrary solvers to be used on each (single) machine locally and yet maintains competitive performance against other state-of-the-art special-purpose distributed methods. We give strong primal-dual convergence rate guarantees for our framework that hold for arbitrary local solvers. We demonstrate the impact of local solver selection both theoretically and in an extensive experimental comparison. Finally, we provide thorough implementation details for our framework, highlighting areas for practical performance gains.

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Type
research article
DOI
10.1080/10556788.2016.1278445
Web of Science ID

WOS:000402623300009

Author(s)
Ma, Chenxin
Konecný, Jakub
Jaggi, Martin
Smith, Virginia
Jordan, Michael I.
Richtárik, Peter
Takác, Martin
Date Issued

2017

Publisher

Taylor & Francis Ltd

Published in
Journal of Optimization Methods and Software
Volume

32

Issue

4

Start page

813

End page

848

Subjects

primal-dual algorithm

•

distributed computing

•

machine learning

•

convergence analysis

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
MLO  
Available on Infoscience
June 21, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/138541
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